+45.3%
MO vs XLU
+0.7%
+44.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.1% |
| 7D | +6.9% | +2.6% | +4.2% | +5.4% |
| 30D | +14.9% | +9.1% | +5.8% | +9.7% |
| 3M | +16.4% | -0.4% | +16.8% | +16.9% |
| 6M | +9.6% | -4.7% | +14.2% | +12.9% |
| YTD | +41.8% | +4.3% | +37.6% | +40.4% |
| 1Y | +45.3% | +1.0% | +44.3% | +44.4% |
| All | +45.3% | +0.7% | +44.7% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XLU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling